FNCE 6380 - Futures and Options.

Covers both speculation and hedging using futures and options. The student learns about futures pricing, how futures are related to the underlying commodities and how to hedge risks. Stock index futures and interest rates futures get particular attention. The course covers the theory and application of option pricing, focusing on the binomial and Black-Scholes models. Option trading strategies such as bull and bear spreads, straddles, strangles, and other popular strategies are discussed.Semester Hours: 3Prerequisite: BUSN 6640 and FNCE 6330.
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This course information is from the 2009-2010 Downtown Campus Catalog. View this catalog.

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